New Issue: Credit Suisse prices $3.18 million buffered enhanced participation notes on S&P 500

By Marisa Wong

Madison, Wis., Feb. 7 - Credit Suisse AG, Nassau Branch priced $3.18 million of 0% buffered enhanced participation equity securities due June 15, 2015 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 130% of any index gain, up to a maximum return of 24.635%.

Investors will receive par if the index falls by up to 15% and will lose 1.1765% for every 1% decline beyond the 15% buffer.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Buffered enhanced participation equity securities
Underlying index:	S&P 500
Amount:	$3,181,000
Maturity:	June 15, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 130% of any index gain, capped at 24.635%; par if index falls by 15% or less; 1.1765% loss for every 1% decline beyond 15%
Initial index level:	1,511.29
Pricing dates:	Feb. 5
Settlement date:	Feb. 12
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22546TX55

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